I need to count a number of open Help Desk incidents for any single day during any date range.

For each incident I have Date_Opened and Date_Closed.

I want to create a Calendar Date parameter, for each day in a date range I need to calculate the number of incidents, that have been opened before this day and either closed after this day of never closed.

I've mocked up some data and taken a crack at your problem. Let me know if this is helpful or if I have misunderstood your requirements. I can explain in more detail what I've done after I determine if I'm on the right track or not.